Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397307.1103 | 420567.8084 | -23260.6981 | -77825.1161 | -217566.0222 | 139740.9061 |
Total P&L (%) | 397.3071 | 420.5678 | -23.2607 | -77.8251 | -217.566 | 139.7409 |
Avg Daily Profit (%) | 0.1669 | 0.1767 | -0.0098 | -0.0633 | 0 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282499 | -179891 | -136171 | -1975918 | -1431171 | -582263 |
Profit Factor | 1.2316 | 1.5324 | 0.9749 | 0.98 | 0.9037 | 1.0854 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 50.2041 | 46.3415 | 54.0984 | 50.2041 | 46.3415 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.2216 | 1.7744 | 0.8272 | 0.9721 | 1.0464 | 0.921 |
Largest Winning Trade | 84364 | 84364 | 52337 | 441245 | 441245 | 260376 |
Largest Losing Trade | -60160 | -32876 | -60160 | -637838 | -637838 | -360678 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
Bars Traded | 14077 | 6778 | 7299 | 14077 | 6778 | 7299 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299259 | 301928 | -580476 | -579469 | -580761 | -271728 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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